+422.4%
GE vs CMI
+163.4%
+259.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.1% |
| 7D | -2.8% | +0.8% | -3.6% | -3.2% |
| 30D | -11.9% | -12.8% | +0.8% | -5.5% |
| 3M | +1.8% | -12.4% | +14.3% | +8.2% |
| 6M | -0.6% | -0.9% | +0.3% | -2.0% |
| YTD | +5.5% | +8.9% | -3.3% | -2.1% |
| 1Y | +15.0% | +37.7% | -22.7% | -7.1% |
| 3Y | +269.5% | +148.9% | +120.7% | +104.8% |
| 5Y | +422.4% | +164.4% | +258.1% | +167.0% |
| All | +422.4% | +163.4% | +259.0% | +167.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling